The Delta Method
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This chapter is highly technical and is included to show that the approximations for moments of errors in data (chapter 3) and in allocations (chapters 4 and 5) can be developed rigorously. The reader is encouraged to skip this chapter for now and return to it if motivated by a desire to verify approximations developed in Later chapters.
KeywordsLoss Function Multivariate Normal Distribution Delta Method Allocation Formula Bounded Random Variable
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